We use logic from our indexes to create portfolios. The indexes are created using three factors:
Trend
We employ multiple moving averages to define trends. Using asymmetrical approach to trends means that positive and negative trends are not mirror images, therefore, our definitions create a bias toward staying invested.
Risk
Risk indicators incorporate mean reversion indicators and other metrics to gauge the current risk of an investment class.
Strength
Our strength indicators measure the relative strength of the asset class’s trend.
